I'm confused about data roaming abroad!?

roaming means allow connection to other suppliers networks for Data and Phone signals(may have separate data/phone choices). THIS COSTS AN UNKNOWN AMOUNT WHEN ABROAD unless you look it all up before you go. Thus even a simple mistake like leaving the weather app on(for data), means it gets data from any available network when roaming is enabled, and that network might accumulate a lot of data use while the phone is on, which would not cost much over here but might cost alot over there(abroad somewhere). This is not a problem if you have wifi ON and you are connected to WiFi because that data is FREE. You can turn roaming on in your own country too and it will cost you more, but only when it cant get your own phone sim suppliers signal. If you disable data roaming then it wont cost anything. but your apps also wont work except on wifi.

That depends on where you are, and where you are going. If you are in Europe, and are visiting another Europe country, it's OK to leave the data on, as you get the same service all over. (NOTE: UK leaving EU may change this). Otherwise international roaming is expensive for you, but very good for the provider, so you should turn it off and seek out a free wifi.

Thank you. I have a spare phone and I am going to Japan in October. Would it be cheaper if I purchased a 'pay as you go sim' to use abroad? At the moment O2 offer a Rest of the World 24 hr bolt on costing £7.50 (includes 200MB data, 200 mins, 200 texts).

On = your 4G provider decides whether it gives you a connection or not, if he does you will probably pay extras (except on some premium plans for businessmen, or if you stay within EU) and you might be redirected to a payment webpage beforehand.

Off = your phone decides not to connect itself to 4G at all, but it can still connect to the wifi hotspots he sees if you want